Courses
M2 Optimization is a one year-program, from September to September and is validated with 60 ECTS :
- The first two weeks of the program are devoted to intensive courses on functional analysis, optimization and probabilities. This period does not grant credits.
- The first semester is composed of two period : basic courses (mid-September / mid-November) and more advanced courses (mid-November / early February). Each course grants 5 ECTS, students need to validate 30 ECTS in the semester.
- The second semester is composed of specialized courses (mid-february / early april), counting 3 ECTS each, and of a 3+ months internship counting for 21 ECTS. In addition, the students are strongly encouraged to follow mini-courses jointly organized with PGMO, and given by prominent international researchers.
A precise calendar of the program can be found in the practical information page.
You can also get an abstract of most courses proposed by the program in the following PDF.
First semester (30 ECTS)
Basic courses:
| Course title | ECTS | Professor(s) |
|---|---|---|
| Convex analysis and optimization web |
5 | J.F. Babadjian, Orsay J.-C. Pesquet, CentraleSupélec |
| Théorie des jeux (French) web |
5 | C. Bertucci, CNRS/Dauphine |
| Introduction to operations research | 5 | C. Gicquel, UPSaclay D. Quadri, UPSaclay |
| Theoretical aspects of linear programming | 5 | X. Allamigeon, Inria/X |
| Optimal control of ODEs web |
5 | R. Bonalli, CNRS/UPsaclay L. Pfeiffer, Inria/CentraleSupélec |
| Markov decision processes and dynamic programming web |
5 | M. Akian, Inria/X |
Advanced courses:
| Course title | ECTS | Professor(s) |
|---|---|---|
| Advanced game theory and applications |
5 | O. Beaude, EDF S. Lasaulce, CNRS/CRAN |
| Calculus of variations | 5 | L. Nenna, UPSaclay |
| Derivative-free optimization web |
5 | A. Auger, Inria/X |
| Stochastic optimization web |
5 | O. Fercoq, Télécom V. Leclère, Ponts ParisTech |
| Tropical algebra, optimization and games web |
5 | S. Gaubert, Inria/X |
| Nonsmooth optimization | 5 | S-M. Grad |
External courses:
| Course title | ECTS | Master program name |
|---|---|---|
| Elliptic PDEs, Frédéric Rousset | 5 | AMS |
| Advanced micro-economics: game theory and applications, Olivier Gossner et Frédéric Koessler | 5 | MiE |
| Optimization and statistics, Claire Boyer | 5 | StatML |
| Sequential learning, Étienne Boursier | 5 | StatML |
Second semester (30 ECTS)
Specialized courses (9 ECTS)
| Course title | ECTS | Professor(s) |
|---|---|---|
| Geometric control | 3 | D. Prandi, (CNRS/CentraleSupélec) |
| Optimal transport | 3 | T. Gallouët, Thomas Gallouët Inria/UPSaclay |
| Online learning, optimization and games | 3 | J. Kwon |
| Mean-field games | 3 | C. Bertucci |
| PGMO invited course | 2 | see here |
Internship (21 ECTS)
Students have to write a memoir on a 3+ months research internship, with can take place either in a university or a company research lab. Some example of internships are available on the alumni webpage
Research seminars
Students are encouraged to attend to research seminars in optimization, in complement to the ordinary lectures. These include the Parisian Seminar of Optimization. Students may also attend to the PGMO days, a conference in the field of optimization, held every year on the Paris-Saclay and IPP site.
External courses
It is possible, with the agreement of the board of the program, to validate at most one course per semester from another master programs in the Paris region.
Partner programs include:
- MPRO (operations research, in French),
- AMS (PDE and numerical analysis),
- MVA (vision and learning),
- StatML (statistics and machine learning), etc.
Students whose native language is not French may also validate French as a foreign language for 2 credits.